Dear Statalist,
I am estimating a wage equation with several endogenous regressors using
xtivreg, fe using instruments Z. I would like to include levels of Z as
instruments as well as mean deviations of Z, but xtivreg, fe seems to
automatically difference the instruments along with the other variables.
Does anyone know of a way to trick Stata into including levels as well as
differences?
Thanks!
Regards,
Katie Winder
Johns Hopkins U.
Dept. of Economics
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